Cubature quadrature Kalman filter

In this correspondence, the authors develop a novel method based on spherical radial cubature and Gauss–Laguerre quadrature rule for non-linear state estimation problems. The proposed filter, referred as cubature quadrature Kalman filter (CQKF) would be able to overcome inherent disadvantages associ...

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Veröffentlicht in:	IET signal processing 2013-09, Vol.7 (7), p.533-541
Hauptverfasser:	Bhaumik, Shovan, Swati
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Applied sciences Computational efficiency CQKF Cuba cubature quadrature Kalman filter Detection, estimation, filtering, equalization, prediction Exact sciences and technology Extended Kalman filter Gaussâ€“Laguerre quadrature rule Information, signal and communications theory Kalman filters nonlinear state estimation Nonlinearity Quadratures Signal and communications theory Signal, noise spherical radial cubature State estimation stochastic processes Telecommunications and information theory
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